Why would white smoke come off a new catalytic converter?

My Peugeot 206 was serviced today including having a new catalytic converter put on. When the engine is running there is smoke coming from where the new catalytic converter joins the exhaust pipe and a burning smell. Any ideas?|||If you just got the catalytic installed it is fairly common for it to burn off the coating that is on it from shipping etc|||You have a blown head gasket. Time to buy a new Chevy!|||packing oil